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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Rollforward of Carrying Value of Investments In MSRs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Mortgage Servicing Rights [Roll Forward]    
Beginning balance $ 4,585,841 $ 5,686,233
Purchases, net 10,949 431,608
Originations 1,331,626 666,414
Purchases, net 63,451 15,341
Realization of cash flows (1,196,527) (1,592,281)
Change in valuation inputs and assumptions 680,431 (591,439)
(Gain) loss realized 2,410 647
Caliber acquisition (Note 3) 1,507,524  
Ending balance $ 6,858,803 $ 4,585,841